Algorithm 762: LLDRLF, log-likelihood and some derivatives for log-F models

DOI10.1145/232826.232858MaRDI QIDQ4371106zbMATH OpenOpenAlexWikidataFDO

Authors Barry W. Brown, Floyd M. Spears, Lawrence B. Levy, James Lovato, Kathy E. Russell

Publication date 2 April 1998

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL http://www.acm.org/pubs/contents/journals/toms/1996-22/

zbMATH Keywords

accelerated failureFortran subroutineslog-\(F\) distributionlog-likelihood

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Approximations to statistical distributions (nonasymptotic) (62E17) Probabilistic methods, stochastic differential equations (65C99) Packaged methods for numerical algorithms (65Y15)

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Cited in

(3)

• New Algorithms for Evaluating the Log-Likelihood Function Derivatives in the AI-REML Method
• Algorithm 717: Subroutines for maximum likelihood and quasi-likelihood estimation of parameters in nonlinear regression models
• Fitting log-F models robustly, with an application to the analysis of extreme values.

Describes a project that uses

Uses Software

• ADIFOR
• BRATIO
• Maple
• LLDRLF

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